Let $n$ be in $\mathbb { N } ^ { * }$. We denote by $U _ { n }$ the open set $\left( \mathbb { R } _ { + } ^ { * } \right) ^ { n }$. Its closure, denoted $\overline { U _ { n } }$, is $\left( \mathbb { R } _ { + } \right) ^ { n }$. We consider the map $F _ { n }$ from $\overline { U _ { n } }$ to $\mathbb { R }$, defined by
$$\forall \left( x _ { 1 } , \ldots , x _ { n } \right) \in \overline { U _ { n } } , \quad F _ { n } \left( x _ { 1 } , \ldots , x _ { n } \right) = x _ { 1 } + \left( x _ { 1 } x _ { 2 } \right) ^ { 1 / 2 } + \left( x _ { 1 } x _ { 2 } x _ { 3 } \right) ^ { 1 / 3 } + \cdots + \left( x _ { 1 } \cdots x _ { n } \right) ^ { 1 / n } .$$
We denote by $h _ { n }$ the map from $\overline { U _ { n } }$ to $\mathbb { R }$, defined by
$$\forall \left( x _ { 1 } , \ldots , x _ { n } \right) \in \overline { U _ { n } } , \quad h _ { n } \left( x _ { 1 } , \ldots , x _ { n } \right) = x _ { 1 } + \cdots + x _ { n } - 1 .$$
We denote by $H _ { n }$ the set $H _ { n } = \left\{ \left( x _ { 1 } , \ldots , x _ { n } \right) \in \mathbb { R } ^ { n } \mid x _ { 1 } + \cdots + x _ { n } = 1 \right\}$. We denote by $M _ { n }$ the maximum of $F _ { n }$ on $\overline { U _ { n } } \cap H _ { n }$ and we denote by $( a _ { 1 } , \ldots , a _ { n } )$ a point of $U _ { n } \cap H _ { n }$ at which it is attained. For $k$ between 1 and $n$, we denote $\gamma _ { k } = \left( a _ { 1 } a _ { 2 } \cdots a _ { k } \right) ^ { 1 / k }$.
Prove that there exists a real number $\lambda > 0$ such that
$$\left\{ \begin{aligned} \gamma _ { 1 } + \frac { \gamma _ { 2 } } { 2 } + \cdots + \frac { \gamma _ { n } } { n } & = \lambda a _ { 1 } \\ \frac { \gamma _ { 2 } } { 2 } + \cdots + \frac { \gamma _ { n } } { n } & = \lambda a _ { 2 } \\ & \vdots \\ \frac { \gamma _ { n } } { n } & = \lambda a _ { n } \\ a _ { 1 } + a _ { 2 } + \cdots + a _ { n } & = 1 \end{aligned} \right.$$